Economics at your fingertips  

Decisions in Economics and Finance

1978 - 2018

Current editor(s): Paolo Ghirardato

Associazione per la Matematica
Bibliographic data for series maintained by Sonal Shukla ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 41, issue 1, 2018

Optimal strategy for a fund manager with option compensation pp. 1-17 Downloads
Marco Nicolosi
Classic rational bubbles and representativeness pp. 19-34 Downloads
Massimiliano Ferrara, Bruno Antonio Pansera and Francesco Strati
Real options signaling game models for dynamic acquisition under information asymmetry pp. 35-63 Downloads
Chi Man Leung and Yue Kuen Kwok
Market consistent valuations with financial imperfection pp. 65-90 Downloads
Hirbod Assa and Nikolay Gospodinov

Volume 40, issue 1, 2017

An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems pp. 1-30 Downloads
M. D. S. Aliyu
Reaching nirvana with a defaultable asset? pp. 31-52 Downloads
Anna Battauz, Marzia Donno and Alessandro Sbuelz
CLO replenishment regarded as linear optimisation problem pp. 53-62 Downloads
Claas Becker
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities pp. 63-79 Downloads
Giancarlo Bigi and Mauro Passacantando
Generating the efficient frontier of a class of bicriteria generalized fractional programming pp. 81-101 Downloads
Riccardo Cambini, Laura Carosi and Laura Martein
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel–Penot subdifferential pp. 103-113 Downloads
Giuseppe Caristi and Massimiliano Ferrara
Approximating exact expected utility via portfolio efficient frontiers pp. 115-143 Downloads
Alessandra Carleo, Francesco Cesarone, Andrea Gheno and Jacopo Maria Ricci
Pseudoconvexity on a closed convex set: an application to a wide class of generalized fractional functions pp. 145-158 Downloads
Laura Carosi
A migration equilibrium model with uncertain data and movement costs pp. 159-175 Downloads
A. Causa, B. Jadamba and F. Raciti
Robust games: theory and application to a Cournot duopoly model pp. 177-198 Downloads
Giovanni Paolo Crespi, Davide Radi and Matteo Rocca
Existence of optimal strategies in linear multisector models with several consumption goods pp. 199-229 Downloads
Giuseppe Freni, Fausto Gozzi and Neri Salvadori
Cyclically monotone equilibrium problems and Ekeland’s principle pp. 231-242 Downloads
Massimiliano Giuli
Genetic algorithm versus classical methods in sparse index tracking pp. 243-256 Downloads
Margherita Giuzio
A set optimization approach to utility maximization under transaction costs pp. 257-275 Downloads
Andreas H. Hamel and Sophie Qingzhen Wang
Convex and convex-like optimization over a range inclusion problem and first applications pp. 277-299 Downloads
Hocine Mokhtar-Kharroubi
An axiomatization of continuous quasilinear utility pp. 301-315 Downloads
Yann Rebille
A differential game in a duopoly with instantaneous incentives pp. 317-333 Downloads
Luca Grilli and Michele Bisceglia
Iterated Kalai–Smorodinsky–Nash compromise pp. 335-349 Downloads
Ismail Saglam
Weighted average price in the Heston stochastic volatility model pp. 351-373 Downloads
M. Papi, L. Pontecorvi and C. Donatucci
Convex incentives in financial markets: an agent-based analysis pp. 375-395 Downloads
Annalisa Fabretti, Tommy Gärling, Stefano Herzel and Martin Holmen

Volume 39, issue 2, 2016

Estimation of the regression slope by means of Gini’s cograduation index pp. 113-142 Downloads
D. Michele Cifarelli
Diversification preferences in the theory of choice pp. 143-174 Downloads
Enrico De Giorgi and Ola Mahmoud
Throwing good money after bad pp. 175-202 Downloads
Luca Rigotti, Matthew Ryan and Rhema Vaithianathan
Isometric operators on Hilbert spaces and Wold decomposition of stationary time series pp. 203-234 Downloads
Federico Severino
Capital allocation to alternatives with a multivariate ladder gamma return distribution pp. 235-258 Downloads
John A. Buzacott
Real options game models of R&D competition between asymmetric firms with spillovers pp. 259-291 Downloads
Chi Man Leung and Yue Kuen Kwok
Consumption optimization for recursive utility in a jump-diffusion model pp. 293-310 Downloads
Fabio Antonelli and Carlo Mancini
The link between the Shapley value and the beta factor pp. 311-325 Downloads
Karl Michael Ortmann
A note on portfolio selection and stochastic dominance pp. 327-331 Downloads
Mario Menegatti
A short proof of Deb’s Theorem on Schwartz’s rule pp. 333-336 Downloads
Athanasios Andrikopoulos

Volume 39, issue 1, 2016

Endogenous trading in credit default swaps pp. 1-31 Downloads
Marc Chesney, Delia Coculescu and Selim Gökay
The pricing of lookback options and binomial approximation pp. 33-67 Downloads
Karl Grosse-Erdmann and Fabien Heuwelyckx
On the choice between two delta-hedging strategies pp. 69-80 Downloads
Liang Hong
A note on the symmetry of all Nash equilibria in games with increasing best replies pp. 81-93 Downloads
Federico Quartieri and Pier Luigi Sacco
A representation of risk measures pp. 95-103 Downloads
Massimiliano Amarante
A note on fourth-order risk aversion pp. 105-111 Downloads
Yoshitaka Sakagami

Volume 38, issue 2, 2015

Term structure of interest rates estimation using rational Chebyshev functions pp. 119-146 Downloads
Polychronis Manousopoulos and Michalis Michalopoulos
Prepayment risk on callable bonds: theory and test pp. 147-176 Downloads
Pascal François and Sophie Pardo
Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks pp. 177-195 Downloads
Jingjing Wang, Chi Leung and Yue Kwok
A model of information flows and confirmatory bias in financial markets pp. 197-215 Downloads
Mark Bowden
Risk management under a prudential policy pp. 217-230 Downloads
Hirbod Assa
Computing the distribution of the sum of dependent random variables via overlapping hypercubes pp. 231-255 Downloads
Marcello Galeotti

Volume 38, issue 1, 2015

Markets with random lifetimes and private values: mean reversion and option to trade pp. 1-19 Downloads
Jaksa Cvitanic, Charles Plott and Chien-Yao Tseng
Gambling in contests modelled with diffusions pp. 21-37 Downloads
Han Feng and David Hobson
On a fuzzy cash flow model with insurance applications pp. 39-54 Downloads
Daniela Ungureanu and Raluca Vernic
Rent-seeking group contests with one-sided private information pp. 55-73 Downloads
Rob Everhardt and Lambert Schoonbeek
Financial economics without probabilistic prior assumptions pp. 75-91 Downloads
Frank Riedel
Using Value-at-Risk to reconcile limited liability and the moral-hazard problem pp. 93-118 Downloads
Vanda Tulli and Gerd Weinrich
Page updated 2018-12-11